-43.7%
TSCO vs NTAP
+63.1%
-106.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.5% | -10.1% | -1.9% |
| 7D | -5.7% | +7.4% | -13.0% | -6.0% |
| 30D | -8.8% | -1.4% | -7.4% | -8.7% |
| 3M | +6.3% | +24.6% | -18.2% | +5.1% |
| 6M | -32.3% | +105.9% | -138.2% | -36.7% |
| YTD | -32.7% | +88.5% | -121.2% | -36.9% |
| 1Y | -43.7% | +62.1% | -105.8% | -46.2% |
| All | -43.7% | +63.1% | -106.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling